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There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…

Statistics Theory · Mathematics 2019-11-27 Lev B. Klebanov , Zeev E. Vol'kovich

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

Probability · Mathematics 2017-01-05 Santanu Chakraborty , George P. Yanev

Entropic Dynamics (ED) is a framework in which Quantum Mechanics is derived as an application of entropic methods of inference. In ED the dynamics of the probability distribution is driven by entropy subject to constraints that are codified…

Quantum Physics · Physics 2019-09-27 Ariel Caticha

In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…

Statistics Theory · Mathematics 2018-07-27 M. El-Morshedy , M. S. Eliwa , H. Nagy

We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…

Probability · Mathematics 2018-10-26 Chuancun Yin , Xiuyan Sha

A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…

Information Theory · Computer Science 2009-09-29 Prakash Ishwar , Pierre Moulin

Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed,…

Data Analysis, Statistics and Probability · Physics 2017-06-27 P. G. L. Porta Mana

The paper search for the minimum of the entropy of a two- dimensional distribution in the Fr\'echet class, the class of distributions with given marginals. The main result for discrete distributions is an algorithm for building the…

Statistics Theory · Mathematics 2016-11-25 Giorgio Dall'Aglio , Elisabetta Bona

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

Numerical Analysis · Mathematics 2014-09-02 Alexander Andreychenko , Linar Mikeev , Verena Wolf

Hierarchical structures, which include multiple levels, are prevalent in statistical and machine-learning models as well as physical systems. Extending the foundational result that the maximum entropy distribution under mean constraints is…

Information Theory · Computer Science 2025-09-03 Amir R. Asadi

DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…

Methodology · Statistics 2021-11-30 Beenu Thomas , Chacko V M

In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…

Statistics Theory · Mathematics 2015-10-28 M. A. El-Damcese , Abdelfattah Mustafa , B. S. El-Desouky , M. E. Mustafa

Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…

Statistics Theory · Mathematics 2024-08-23 Bowen Zhou , Peirong Xu , Cheng Wang

This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element…

Statistics Theory · Mathematics 2019-12-19 Jose A. Diaz-Garcia , Francisco J. Caro-Lopera

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

We show that an arbitrary probability distribution can be represented in exponential form. In physical contexts, this implies that the equilibrium distribution of any classical or quantum dynamical system is expressible in grand canonical…

Statistical Mechanics · Physics 2007-10-25 Dorje C. Brody

Exponential random graph models have attracted significant research attention over the past decades. These models are maximum-entropy ensembles under the constraints that the expected values of a set of graph observables are equal to given…

Statistics Theory · Mathematics 2015-10-30 Konstantin Zuev , Or Eisenberg , Dmitri Krioukov

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

Probability · Mathematics 2020-03-10 Jianwen Huang

This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera